Time Series Forecasting 8 : Vector Autoregression

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United States Derek Banas
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Duration: 17:56
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In this video I cover Vector Autoregressions. Vector autoregressive models are used when you want to predict multiple time series using one model. With them we have to check for stationarity. Convert the data to a stationary form. Then I'll show you how to invert stationarity back to the original form.

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